The examples within use this syntax because response creation is a function of the adapter and not the mocker.
All the same arguments can be provided to the mocker if that is how you use requests_mock within your project, and use the

Whilst cookies are just headers they are treated in a different way, both in HTTP and the requests library.
To work as closely to the requests library as possible there are two ways to provide cookies to requests_mock responses.

The most simple method is to use a dictionary interface.
The Key and value of the dictionary are turned directly into the name and value of the cookie.
This method does not allow you to set any of the more advanced cookie parameters like expiry or domain.